A tridiagonal matrix is a square matrix whose nonzero entries can occur only on the main diagonal, the subdiagonal, and the superdiagonal,
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(1)
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Every tridiagonal matrix is both an upper and a lower Hessenberg matrix. If its diagonal entries are , its superdiagonal
entries are
, and its subdiagonal
entries are
, then the determinants
of its leading
principal submatrices satisfy the continuant
recurrence
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(2)
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(3)
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(4)
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In particular, the determinant of the full matrix is
and can be computed in linear time.
Computing the determinant of such a matrix requires only
(as opposed to
) arithmetic operations
(Acton 1990, p. 332). Efficient solution of the matrix equation
for
, where
is a tridiagonal matrix, can be performed in the Wolfram
Language using LinearSolve
on
, represented as a SparseArray.